+1,846.4%
TSLA vs NVT
+712.1%
+1,134.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +1.2% |
| 7D | +3.0% | +7.0% | -4.0% | -0.8% |
| 30D | +11.2% | -2.3% | +13.5% | +11.7% |
| 3M | -7.3% | -3.1% | -4.2% | -7.1% |
| 6M | -7.7% | +47.0% | -54.8% | -27.7% |
| YTD | -18.2% | +56.2% | -74.4% | -38.7% |
| 1Y | +6.0% | +74.5% | -68.5% | -25.8% |
| 3Y | +48.0% | +184.0% | -136.0% | -24.5% |
| 5Y | +46.2% | +410.8% | -364.6% | -46.4% |
| All | +1,846.4% | +712.1% | +1,134.3% | +419.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NVT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling